


Definition: 
The task of estimating the value of the variance of an estimate.

Context: 
Methods employed are commonly classified as:
 analytic methods: use and compute the proper formulae of the variance;
 approximate methods: methods that use approximations for complex and mutistage sample designs.
These methods can be classified in three categories:
 simplifying assumptions: setting assumptions which allow use of straightforward formulae (as if an analytic method could be applied).  Taylor's linearisation techniques: estimation of nonlinear statistics is simplified in using a Taylor's development of the concerned statistics.  Replication or resampling methods: a large number of subsamples are derived from the initial sample and variance is estimated from the variability of the results in this set of subsamples. Several methods are based on resampling, such as the jackknife, the bootstrap and the balanced repeated replication methods.

Source
Publication: 
Eurostat, “Assessment of Quality in Statistics: Glossary”, Working Group, Luxembourg, October 2003.

Statistical
Theme: Methodological information (metadata) 
Created
on Friday, November 8, 2002 
Last
updated on Wednesday, January 4, 2006 












